I'm trying to compare and contrast some different entry signals, and in a research ntoebook I've been using daily bars' close minus open as a proxy for rough profit. Now that I have some ideas, I've wanted to code them up in the algorithm side and see if the results replicate--here's where I run into a problem. 

I'm having a lot of trouble simulating  placing a MarketOnOpen and MarketOnClose order for the same day. If I run my algo at the daily resolution, I see the former orders but never the latter (see attached, though I'm not sure the individual trade log shows up). 

If I run at a minute resolution, I can use a consolidator to try to aggregate daily bars but they're not the same daily bars, the events that fire from the consolidator appear to happen at 9:31 am every day--too late to place a MarketOnOpen order.